givens_orth {MASSExtra}

Givens orthogonalisation

Description

Orthogonalization using Givens' method.

Usage

givens_orth(X, nullspace = FALSE)

Arguments

X

a numeric matrix with ncol(X) <= nrow(X)

nullspace

logical: do you want an orthogonal basis for the null space?

Value

A list with components Q, R, as normally defined, and if nullspace is TRUE a further component N giving the basis for the requested null space of X

Examples

set.seed(1234)
X <- matrix(rnorm(7*6), 7)
givens_orth(X, nullspace = TRUE)